Marcel Nutz » Department Directory

Marcel Nutz

Associate Professor

Office: Room 910 SSW
Phone: 212-854-5165
Email: mnutz@columbia.edu
Program(s): Regular Faculty, Senior Faculty, Statistics Department
Website: http://www.math.columbia.edu/~mnutz/

Research Interests: mathematical finance, probability theory and stochastic optimal control.


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Recent Faculty Publications

Stabilized Sparse Online Learning for Sparse Data
Yuting Ma, Tian Zheng
Capacity-Achieving Sparse Superposition Codes via Approximate Message Passing Decoding
Cynthia Rush, Adam Greig, Ramji Venkataramanan
Slice Sampling on Hamiltonian Trajectories
John P. Cunningham, Benjamin Bloem-Reddy
Feature Augmentation via Nonparametrics and Selection (FANS) in High Dimensional Classification
Fan, J., Feng, Y., Jiang, J. and Tong, X.
Topic-adjusted visibility metric for scientific articles. Ann. Appl. Stat. 10 (2016), no. 1, 1--31.
Linda S. L. Tan, Aik Hui Chan, and Tian Zheng
Boosted Sparse Non-linear Distance Metric Learning
Yuting Ma and Tian Zheng
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DEPARTMENT OF STATISTICS
Columbia University
Room 1005 SSW, MC 4690
1255 Amsterdam Avenue
New York, NY 10027

Phone: 212.851.2132
Fax: 212.851.2164